Tip for life #1 - Stay Warm. Run, wear extra layers, anything to keep warm.

Tip for life #2 - DRINK WATER!!!!. (liquid water. NO SNOW) Sounds strange but, it is really easy to get dehydrated in cold weather. Why? BECAUSE IT'S COLD!!!! and your body needs water to keep it's temperature up.

Tip for life #3 - Don't sweat. The sweat will get cold and/or freeze. If you start to sweat, slow down.

Tip for life #4 - Stay dry. Wet clothes lose heat. Cotton loses all of it's insulating ability when wet. (not that you'd be wearing cotton)